PREDICTING STOCK PRICE BY USING ARTIFICIAL NEURAL NETWORKS

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HEYDARI ZARE B.; KORDLOUEI H.R.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Paper Information

Journal: JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR) Year:2010 | Volume:7 | Issue:17 Page(s): 49-56

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Title

PREDICTING STOCK PRICE BY USING ARTIFICIAL NEURAL NETWORKS

Author(s)

HEYDARI ZARE B. | KORDLOUEI H.R. | Issue Writer Certificate

Keywords

NEURAL NETWORKSQ3

PREDICTIONQ2

STOCK PRICEQ2

Abstract

Artificial NEURAL NETWORKS re mathematical models inspired from human brain and neural system. In this article, the next day TSE STOCK PRICE is going to be predicted using multi layers model of Perspetron from artificial NEURAL NETWORKS; and by different methods the PREDICTION error will be improved. Many variables affect the STOCK PRICE in which economic indexes contribution can be considered to be much higher. Exchange rate, including Dollar and Euro, gold price, and oil price are among these items. In addition, price index can be considered as indictor of whole accepted companies in TSE. These indexes were used as dependent variables for predicting of STOCK PRICEs.

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APA: Copy

HEYDARI ZARE, B., & KORDLOUEI, H.R.. (2010). PREDICTING STOCK PRICE BY USING ARTIFICIAL NEURAL NETWORKS. JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR), 7(17), 49-56. SID. https://sid.ir/paper/151424/en

Vancouver: Copy

HEYDARI ZARE B., KORDLOUEI H.R.. PREDICTING STOCK PRICE BY USING ARTIFICIAL NEURAL NETWORKS. JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR)[Internet]. 2010;7(17):49-56. Available from: https://sid.ir/paper/151424/en

IEEE: Copy

B. HEYDARI ZARE, and H.R. KORDLOUEI, “PREDICTING STOCK PRICE BY USING ARTIFICIAL NEURAL NETWORKS,” JOURNAL OF INDUSTRIAL STRATEGIC MANAGEMENT (PAJOUHESHGAR), vol. 7, no. 17, pp. 49–56, 2010, [Online]. Available: https://sid.ir/paper/151424/en

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